Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
What's happening and when
What's coming and when
Data quality – the Achilles heel of an acquisition
Data Quality Industry Point of View
Everyone’s a winner
opinion
Uncovering covered bonds
Credit forum
The iconoclast of Brooklyn
Victor Niederhoffer was one of the world's best-performing hedge fund managers. Then he lost it all. But now the renowned speculator and five-times US squash champion has bounced back. Navroz Patel talks to him about his return from the brink
Synchronised global growth drives demand for metals and energy
Specialist: energy and resources
Energy sector heats up as japan offers returns
Managers are enthusiastic about Japanese long/short and the yen, while demand for energy and metals is helping global macro
MIT’s Stephen Ross backs expensing proposals
Stephen Ross says the US Financial Accounting Standards Board (FASB) and International Accounting Standards Board (IASB) have done a good job vis-a-vis proposals for the mandatory expensing of employee stock options.
Sponsor's Article > What are loan loss reserves?
Few things are more frustrating to businesses than to be subjected to contradictory requirements by multiple authorities. Modest inconsistencies are glossed over with little or no harm. David Rowe argues, however, that conflicting definitions of loan…
Natexis first CLS third-party bank in France
Natexis Banques Populaires has become the first continuous-linked settlement (CLS) third-party participant in France.
Extensive revisions expected for EU CAD in July draft
Substantial changes in content will have occurred to the EU Capital Adequacy Directive (CAD) when the final EU Commission draft is published in July. And domestic European regulators are warning that further alterations will take place to the document…
Launch of US Treasuries market index imminent, futures contract to follow
The Chicago Board of Trade (CBOT) and Dow Jones Indexes will launch a US Treasuries market index next week, with the Chicago exchange to list a futures contract based on the index during the second half of 2004.
Fitch formalises corporate governance's impact on credit risk
Fitch Ratings has formalised and released its framework for reviewing corporate governance. The rating agency characterises governance's impact on credit ratings as an important element in the assessment of a company's credit quality.
Liffe hit by Euribor rates derivatives surge
Surging trading volumes this year, specifically on short-term interest rate (Stir) futures and options products, caused processing capacity problems at the London Financial Futures and Options Exchange (Liffe), according to RiskNews’ sister publication,…
Fitch formalises corporate governance’s impact on credit risk
Fitch Ratings has formalised and released its framework for reviewing corporate governance. The rating agency characterises governance’s impact on credit ratings as an important element in the assessment of a company’s credit quality.
Former JP Morgan Chase fund trio make £55m
Three foreign exchange and fixed-income specialists who left JP Morgan Chase to set up a hedge fund have made profits of more than £55 million ($100 million) in their first year, according to RiskNews ' sister publication, FX Week .
Gulf emerges between online and voice brokered forex trading, says Greenwich
A sharp divide exists between clients actively trading on electronic platforms and those that do not trade foreign exchange online, according to new research from US-based consultancy Greenwich Associates.
S&P launches loss estimation tool
Standard & Poor's Risk Solutions has launched LossStats Model – a tool for the estimation of loss-given default (LGD).
Dollar distress
Scottish Power has announced a £400 million cash windfall through its currencyhedging programme. Others have not been so lucky – but everyone is nowwaking up to currency trading. By James Ockenden
The matrix
Abstract: Portfolio-wide risk management requires a model that accounts correctlyfor the volatility of, and the correlations between electricity forward products.In this paper Kjersti Aas and KjetilK°aresen discuss a joint model for electricityforward…
S&P launches loss estimation tool
Standard & Poor's Risk Solutions has launched LossStats Model – a tool for the estimation of loss-given default (LGD).
Crude protection
Oil producers are divided over the value of hedging oil prices. Are investorslooking for high returns and high risk, or more stable revenues? And how muchdoes hedging actually boost an oil producer’s value? By Joe Marsh
BNP Paribas Asset Management acquires fund of hedge funds business
BNP Paribas Asset Management is to acquire the Javelin fund of hedge funds business currently owned by ZCM Investor Capital, the US subsidiary of Swiss group Zurich Financial Services.